+423.1%
DXCM vs SPY
+315.0%
+108.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -0.3% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -3.6% | -3.3% | -0.3% | -0.3% |
| 3M | -4.3% | -2.4% | -1.9% | -2.1% |
| 6M | +33.8% | +2.6% | +31.2% | +29.6% |
| YTD | +22.1% | +11.2% | +10.9% | +8.9% |
| 1Y | +47.4% | +13.4% | +34.0% | +28.8% |
| 3Y | -12.3% | +79.9% | -92.2% | -53.4% |
| 5Y | -49.1% | +72.2% | -121.3% | -71.3% |
| 10Y | +423.1% | +307.3% | +115.8% | +16.4% |
| All | +423.1% | +315.0% | +108.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling